+690.3%
BN vs CAPR
-99.1%
+789.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.0% |
| 7D | +5.3% | +41.1% | -35.7% | +4.8% |
| 30D | +11.9% | +11.1% | +0.8% | +11.7% |
| 3M | -5.7% | +115.3% | -121.1% | -7.0% |
| 6M | -10.6% | -73.8% | +63.2% | -9.9% |
| YTD | -9.4% | -68.8% | +59.5% | -9.0% |
| 1Y | -8.8% | +43.3% | -52.1% | -13.2% |
| 3Y | +95.6% | +214.7% | -119.1% | +80.2% |
| 5Y | +30.2% | +141.3% | -111.1% | +19.4% |
| 10Y | +277.0% | -67.0% | +344.1% | +233.8% |
| All | +690.3% | -99.1% | +789.4% | +582.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling